An Improved Watchdog Line Search for Successive Quadratic
Programming

by

Mark Hoza and Mark A. Stadtherr

ABSTRACT

In process optimization using successive quadratic programming, an important
step in determining the overall computational efficiency and reliability
is the line search used to determine the correction step size taken after
solution of the quadratic programming subproblem. Several line search techniques
are tested here, including strategies based on augmented Lagrangians and
on the watchdog method. Based on the results of this study an improved
watchdog line search strategy is suggested, based on an additional sufficient
decrease condition and relaxed line search criterion. Tests indicate that
the new strategy is the most efficient and reliable of the methods considered
here.